arXiv subjects

Matthias Chung

Publications and source records attributed to Matthias Chung.

33 records · Page 2Linked to original sources

arXiv2023

Image reconstructions using sparse dictionary representations and implicit, non-negative mappings

Many imaging science tasks can be modeled as a discrete linear inverse problem. Solving linear inverse problems is often challenging, with ill-conditioned operators and potentially non-unique solutions. Embedding prior knowledge, such as smoothness, into the solution can overcome these challenges. In this work, we encode prior knowledge using a non-negative patch dictionary, which effectively learns a basis from a training set of natural images. In this dictionary basis, we desire solutions that are non-negative and sparse (i.e., contain many zero entries). With these constraints, standard methods for solving discrete linear inverse problems are not directly applicable. One such approach is the modified residual norm steepest descent (MRNSD), which produces non-negative solutions but does not induce sparsity. In this paper, we provide two methods based on MRNSD that promote sparsity. In our first method, we add an $\ell_1$-regularization term with a new, optimal step size. In our second method, we propose a new non-negative, sparsity-promoting mapping of the solution. We compare the performance of our proposed methods on a number of numerical experiments, including deblurring, image completion, computer tomography, and superresolution. Our results show that these methods effectively solve discrete linear inverse problems with non-negativity and sparsity constraints.

math.NA↗

arXiv2023

Goal-oriented Uncertainty Quantification for Inverse Problems via Variational Encoder-Decoder Networks

In this work, we describe a new approach that uses variational encoder-decoder (VED) networks for efficient goal-oriented uncertainty quantification for inverse problems. Contrary to standard inverse problems, these approaches are \emph{goal-oriented} in that the goal is to estimate some quantities of interest (QoI) that are functions of the solution of an inverse problem, rather than the solution itself. Moreover, we are interested in computing uncertainty metrics associated with the QoI, thus utilizing a Bayesian approach for inverse problems that incorporates the prediction operator and techniques for exploring the posterior. This may be particularly challenging, especially for nonlinear, possibly unknown, operators and nonstandard prior assumptions. We harness recent advances in machine learning, i.e., VED networks, to describe a data-driven approach to large-scale inverse problems. This enables a real-time goal-oriented uncertainty quantification for the QoI. One of the advantages of our approach is that we avoid the need to solve challenging inversion problems by training a network to approximate the mapping from observations to QoI. Another main benefit is that we enable uncertainty quantification for the QoI by leveraging probability distributions in the latent space. This allows us to efficiently generate QoI samples and circumvent complicated or even unknown forward models and prediction operators. Numerical results from medical tomography reconstruction and nonlinear hydraulic tomography demonstrate the potential and broad applicability of the approach.

math.NA↗

arXiv2022

The Variable Projected Augmented Lagrangian Method

Inference by means of mathematical modeling from a collection of observations remains a crucial tool for scientific discovery and is ubiquitous in application areas such as signal compression, imaging restoration, and supervised machine learning. The inference problems may be solved using variational formulations that provide theoretically proven methods and algorithms. With ever-increasing model complexities and growing data size, new specially designed methods are urgently needed to recover meaningful quantifies of interest. We consider the broad spectrum of linear inverse problems where the aim is to reconstruct quantities with a sparse representation on some vector space; often solved using the (generalized) least absolute shrinkage and selection operator (lasso). The associated optimization problems have received significant attention, in particular in the early 2000's, because of their connection to compressed sensing and the reconstruction of solutions with favorable sparsity properties using augmented Lagrangians, alternating directions and splitting methods. We provide a new perspective on the underlying l1 regularized inverse problem by exploring the generalized lasso problem through variable projection methods. We arrive at our proposed variable projected augmented Lagrangian (vpal) method. We analyze this method and provide an approach for automatic regularization parameter selection based on a degrees of freedom argument. Further, we provide numerical examples demonstrating the computational efficiency for various imaging problems.

math.NA↗

arXiv2021

Efficient learning methods for large-scale optimal inversion design

In this work, we investigate various approaches that use learning from training data to solve inverse problems, following a bi-level learning approach. We consider a general framework for optimal inversion design, where training data can be used to learn optimal regularization parameters, data fidelity terms, and regularizers, thereby resulting in superior variational regularization methods. In particular, we describe methods to learn optimal $p$ and $q$ norms for ${\rm L}^p-{\rm L}^q$ regularization and methods to learn optimal parameters for regularization matrices defined by covariance kernels. We exploit efficient algorithms based on Krylov projection methods for solving the regularized problems, both at training and validation stages, making these methods well-suited for large-scale problems. Our experiments show that the learned regularization methods perform well even when there is some inexactness in the forward operator, resulting in a mixture of model and measurement error.

math.NA↗

arXiv2021

Least-Squares Finite Element Method for Ordinary Differential Equations

We consider the least-squares finite element method (lsfem) for systems of nonlinear ordinary differential equations and establish an optimal error estimate for this method when piecewise linear elements are used. The main assumptions are that the vector field is sufficiently smooth and that the local Lipschitz constant, as well as the operator norm of the Jacobian matrix associated with the nonlinearity, are sufficiently small when restricted to a suitable neighborhood of the true solution for the considered initial value problem. This theoretic optimality is further illustrated numerically, along with evidence of possible extension to higher-order basis elements. Examples are also presented to show the advantages of lsfem compared with finite difference methods in various scenarios. Suitable modifications for adaptive time-stepping are discussed as well.

math.NA↗

arXiv2021

slimTrain -- A Stochastic Approximation Method for Training Separable Deep Neural Networks

Deep neural networks (DNNs) have shown their success as high-dimensional function approximators in many applications; however, training DNNs can be challenging in general. DNN training is commonly phrased as a stochastic optimization problem whose challenges include non-convexity, non-smoothness, insufficient regularization, and complicated data distributions. Hence, the performance of DNNs on a given task depends crucially on tuning hyperparameters, especially learning rates and regularization parameters. In the absence of theoretical guidelines or prior experience on similar tasks, this requires solving many training problems, which can be time-consuming and demanding on computational resources. This can limit the applicability of DNNs to problems with non-standard, complex, and scarce datasets, e.g., those arising in many scientific applications. To remedy the challenges of DNN training, we propose slimTrain, a stochastic optimization method for training DNNs with reduced sensitivity to the choice hyperparameters and fast initial convergence. The central idea of slimTrain is to exploit the separability inherent in many DNN architectures; that is, we separate the DNN into a nonlinear feature extractor followed by a linear model. This separability allows us to leverage recent advances made for solving large-scale, linear, ill-posed inverse problems. Crucially, for the linear weights, slimTrain does not require a learning rate and automatically adapts the regularization parameter. Since our method operates on mini-batches, its computational overhead per iteration is modest. In our numerical experiments, slimTrain outperforms existing DNN training methods with the recommended hyperparameter settings and reduces the sensitivity of DNN training to the remaining hyperparameters.

cs.LG↗

arXiv2021

Learning Regularization Parameters of Inverse Problems via Deep Neural Networks

In this work, we describe a new approach that uses deep neural networks (DNN) to obtain regularization parameters for solving inverse problems. We consider a supervised learning approach, where a network is trained to approximate the mapping from observation data to regularization parameters. Once the network is trained, regularization parameters for newly obtained data can be computed by efficient forward propagation of the DNN. We show that a wide variety of regularization functionals, forward models, and noise models may be considered. The network-obtained regularization parameters can be computed more efficiently and may even lead to more accurate solutions compared to existing regularization parameter selection methods. We emphasize that the key advantage of using DNNs for learning regularization parameters, compared to previous works on learning via optimal experimental design or empirical Bayes risk minimization, is greater generalizability. That is, rather than computing one set of parameters that is optimal with respect to one particular design objective, DNN-computed regularization parameters are tailored to the specific features or properties of the newly observed data. Thus, our approach may better handle cases where the observation is not a close representation of the training set. Furthermore, we avoid the need for expensive and challenging bilevel optimization methods as utilized in other existing training approaches. Numerical results demonstrate the potential of using DNNs to learn regularization parameters.

math.NA↗

arXiv2019

Sampled Limited Memory Methods for Massive Linear Inverse Problems

In many modern imaging applications the desire to reconstruct high resolution images, coupled with the abundance of data from acquisition using ultra-fast detectors, have led to new challenges in image reconstruction. A main challenge is that the resulting linear inverse problems are massive. The size of the forward model matrix exceeds the storage capabilities of computer memory, or the observational dataset is enormous and not available all at once. Row-action methods that iterate over samples of rows can be used to approximate the solution while avoiding memory and data availability constraints. However, their overall convergence can be slow. In this paper, we introduce a sampled limited memory row-action method for linear least squares problems, where an approximation of the global curvature of the underlying least squares problem is used to speed up the initial convergence and to improve the accuracy of iterates. We show that this limited memory method is a generalization of the damped block Kaczmarz method, and we prove linear convergence of the expectation of the iterates and of the error norm up to a convergence horizon. Numerical experiments demonstrate the benefits of these sampled limited memory row-action methods for massive 2D and 3D inverse problems in tomography applications.

math.NA↗

arXiv2018

Sampled Tikhonov Regularization for Large Linear Inverse Problems

In this paper, we investigate iterative methods that are based on sampling of the data for computing Tikhonov-regularized solutions. We focus on very large inverse problems where access to the entire data set is not possible all at once (e.g., for problems with streaming or massive datasets). Row-access methods provide an ideal framework for solving such problems, since they only require access to "blocks" of the data at any given time. However, when using these iterative sampling methods to solve inverse problems, the main challenges include a proper choice of the regularization parameter, appropriate sampling strategies, and a convergence analysis. To address these challenges, we first describe a family of sampled iterative methods that can incorporate data as they become available (e.g., randomly sampled). We consider two sampled iterative methods, where the iterates can be characterized as solutions to a sequence of approximate Tikhonov problems. The first method requires the regularization parameter to be fixed a priori and converges asymptotically to an unregularized solution for randomly sampled data. This is undesirable for inverse problems. Thus, we focus on the second method where the main benefits are that the regularization parameter can be updated during the iterative process and the iterates converge asymptotically to a Tikhonov-regularized solution. We describe adaptive approaches to update the regularization parameter that are based on sampled residuals, and we describe a limited-memory variant for larger problems. Numerical examples, including a large-scale super-resolution imaging example, demonstrate the potential for these methods.

math.NA↗

arXiv2017

Optimal Experimental Design for Constrained Inverse Problems

In this paper, we address the challenging problem of optimal experimental design (OED) of constrained inverse problems. We consider two OED formulations that allow reducing the experimental costs by minimizing the number of measurements. The first formulation assumes a fine discretization of the design parameter space and uses sparsity promoting regularization to obtain an efficient design. The second formulation parameterizes the design and seeks optimal placement for these measurements by solving a small-dimensional optimization problem. We consider both problems in a Bayes risk as well as an empirical Bayes risk minimization framework. For the unconstrained inverse state problem, we exploit the closed form solution for the inner problem to efficiently compute derivatives for the outer OED problem. The empirical formulation does not require an explicit solution of the inverse problem and therefore allows to integrate constraints efficiently. A key contribution is an efficient optimization method for solving the resulting, typically high-dimensional, bilevel optimization problem using derivative-based methods. To overcome the lack of non-differentiability in active set methods for inequality constraints problems, we use a relaxed interior point method. To address the growing computational complexity of empirical Bayes OED, we parallelize the computation over the training models. Numerical examples and illustrations from tomographic reconstruction, for various data sets and under different constraints, demonstrate the impact of constraints on the optimal design and highlight the importance of OED for constrained problems.

math.NA↗

arXiv2017

Stochastic Newton and Quasi-Newton Methods for Large Linear Least-squares Problems

We describe stochastic Newton and stochastic quasi-Newton approaches to efficiently solve large linear least-squares problems where the very large data sets present a significant computational burden (e.g., the size may exceed computer memory or data are collected in real-time). In our proposed framework, stochasticity is introduced in two different frameworks as a means to overcome these computational limitations, and probability distributions that can exploit structure and/or sparsity are considered. Theoretical results on consistency of the approximations for both the stochastic Newton and the stochastic quasi-Newton methods are provided. The results show, in particular, that stochastic Newton iterates, in contrast to stochastic quasi-Newton iterates, may not converge to the desired least-squares solution. Numerical examples, including an example from extreme learning machines, demonstrate the potential applications of these methods.

math.NA↗

arXiv2016

Optimal regularized inverse matrices for inverse problems

In this paper, we consider optimal low-rank regularized inverse matrix approximations and their applications to inverse problems. We give an explicit solution to a generalized rank-constrained regularized inverse approximation problem, where the key novelties are that we allow for updates to existing approximations and we can incorporate additional probability distribution information. Since computing optimal regularized inverse matrices under rank constraints can be challenging, especially for problems where matrices are large and sparse or are only accessable via function call, we propose an efficient rank-update approach that decomposes the problem into a sequence of smaller rank problems. Using examples from image deblurring, we demonstrate that more accurate solutions to inverse problems can be achieved by using rank-updates to existing regularized inverse approximations. Furthermore, we show the potential benefits of using optimal regularized inverse matrix updates for solving perturbed tomographic reconstruction problems.

math.NA↗

arXiv2015

Robust Parameter Estimation for Biological Systems: A Study on the Dynamics of Microbial Communities

Interest in the study of in-host microbial communities has increased in recent years due to our improved understanding of the communities' significant role in host health. As a result, the ability to model these communities using differential equations, for example, and analyze the results has become increasingly relevant. The size of the models and limitations in data collection among many other considerations require that we develop new parameter estimation methods to address the challenges that arise when using traditional parameter estimation methods for models of these in-host microbial communities. In this work, we present the challenges that appear when applying traditional parameter estimation techniques to differential equation models of microbial communities, and we provide an original, alternative method to those techniques. We show the derivation of our method and how our method avoids the limitations of traditional techniques while including additional benefits. We also provide simulation studies to demonstrate our method's viability, the application of our method to a model of intestinal microbial communities to demonstrate the insights that can be gained from our method, and sample code to give readers the opportunity to apply our method to their own research.

q-bio.QM↗

arXiv2014

An Efficient Approach for Computing Optimal Low-Rank Regularized Inverse Matrices

Standard regularization methods that are used to compute solutions to ill-posed inverse problems require knowledge of the forward model. In many real-life applications, the forward model is not known, but training data is readily available. In this paper, we develop a new framework that uses training data, as a substitute for knowledge of the forward model, to compute an optimal low-rank regularized inverse matrix directly, allowing for very fast computation of a regularized solution. We consider a statistical framework based on Bayes and empirical Bayes risk minimization to analyze theoretical properties of the problem. We propose an efficient rank update approach for computing an optimal low-rank regularized inverse matrix for various error measures. Numerical experiments demonstrate the benefits and potential applications of our approach to problems in signal and image processing.

math.NA↗

arXiv2011

Risk prediction for prostate cancer recurrence through regularized estimation with simultaneous adjustment for nonlinear clinical effects

In biomedical studies it is of substantial interest to develop risk prediction scores using high-dimensional data such as gene expression data for clinical endpoints that are subject to censoring. In the presence of well-established clinical risk factors, investigators often prefer a procedure that also adjusts for these clinical variables. While accelerated failure time (AFT) models are a useful tool for the analysis of censored outcome data, it assumes that covariate effects on the logarithm of time-to-event are linear, which is often unrealistic in practice. We propose to build risk prediction scores through regularized rank estimation in partly linear AFT models, where high-dimensional data such as gene expression data are modeled linearly and important clinical variables are modeled nonlinearly using penalized regression splines. We show through simulation studies that our model has better operating characteristics compared to several existing models. In particular, we show that there is a nonnegligible effect on prediction as well as feature selection when nonlinear clinical effects are misspecified as linear. This work is motivated by a recent prostate cancer study, where investigators collected gene expression data along with established prognostic clinical variables and the primary endpoint is time to prostate cancer recurrence.

stat.AP↗